Prompt for saving modified images
Images created in blender are not saved by default, nor are they packed in the file if they don't exist in a drive somewhere in your computer, you have to save them manually.
Unsaved images will show an asterisk on the top of the image viewer (or the UV editor)

To find unsaved images you can use the outliner.
Set it to Data API mode.

Expand the section for images.
If the image has not been saved the File Name section will be empty:

Saved images will show the path:

I'm sure that someone intelligent with coding skills, can come up with a script to automate finding which images lack a path and list them or save them...